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$L_1$-distance for additive processes with time-homogeneous Lévy measures

   
@article{ECP3678,
	author = {Pierre Etoré and Ester Mariucci},
	title = {$L_1$-distance for additive processes with time-homogeneous Lévy measures},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {19},
	year = {2014},
	keywords = {\$L_1\$-distance ; Total Variation ; Additive Processes},
	abstract = {We give an explicit bound for the $L_1$-distance between two additive processes of local characteristics $(f_j(\cdot),\sigma^2(\cdot),\nu_j)$, $j = 1,2$. The cases $\sigma =0$ and $\sigma(\cdot) > 0$ are both treated. We allow $\nu_1$ and $\nu_2$ to be time-homogeneous Lévy measures, possibly with infinite variation. Some examples of possible applications are discussed.

},
	pages = {no. 57, 1-10},
	issn = {1083-589X},
	doi = {10.1214/ECP.v19-3678},    
        url = {http://ecp.ejpecp.org/article/view/3678}}